Highlights
Quality
My dismay was not at the quality of the book but at the recognition of all the things i needed to learn
Equally important he gives techniques to evaluate performance to identify when a system moves out of sync with the market ie ... Read More
Price
The treatment of this topic alone is well worth the price of the book
Overview
- How are reviewers describing this item?
bandy, excellent and first. - Our engine has profiled the reviewer patterns and has determined that there is minimal deception involved.
- Our engine has determined that the review content quality is high and informative.
- Our engine has discovered that over 90% high quality reviews are present.
- This product had a total of 12 reviews as of our last analysis date on Nov 16 2020.
Helpful InsightsBETA
Posted by a reviewer on Amazon
It could be actual trades or backtest results
Posted by a reviewer on Amazon
The trades could be an arbitrary set or a theoretical distribution
Posted by a reviewer on Amazon
The monte carlo analysis techniques described in the book are supported by a free excel addin that can be downloaded from the book’s website
Posted by a reviewer on Amazon
Bandy’s “quantitative trading systems” and “mean reversion trading systems
Posted by a reviewer on Amazon
He is ruthless in criticism of bad system development and bad trading advice
Posted by a reviewer on Amazon
Being a mechanical systems developer and trader i find the chapter is it broken one of the more powerful ones which addresses the issue of statistically sound methods of working out if the trading system is worth continuing trading at any given time
Posted by a reviewer on Amazon
After a lucky start in a bullish period inadequate money management techniques caught up with me and led to disaster
Posted by a reviewer on Amazon
During that period of soul searching in late 2011 i ordered modeling trading system performance mtsp